Baking normal maps from compound high-poly models
You can bake several objects into your lowpoly.

Simply select all of them, then maintain Shift and select your lowpoly. Make sure the lowpoly is outlined in yellow (meaning it is Active) while other objects are outlined in orange (meaning they're Selected).

In the baking options, check "Selected to active", and hit the "Bake" button.

While many objects can be selected at the same time, only one can be active. It's usually the last selected object, and its name appears top left of the viewport.